+123.4%
PM vs TSCO
-17.4%
+140.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -0.2% | -1.1% | +1.0% | -0.1% |
| 3M | +4.9% | +14.3% | -9.4% | +3.4% |
| 6M | +9.0% | -31.9% | +40.9% | +13.3% |
| YTD | +17.8% | -30.7% | +48.5% | +22.2% |
| 1Y | +16.8% | -41.1% | +57.9% | +22.4% |
| All | +123.4% | -17.4% | +140.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling